architect-py 5.1.4rc1__py3-none-any.whl → 5.1.5__py3-none-any.whl

architect_py/__init__.py

@@ -1,6 +1,6 @@
 # ruff: noqa:I001
 
-__version__ = "5.1.4rc1"
+__version__ = "5.1.5"
 
 from .utils.nearest_tick import TickRoundMethod
 from .async_client import AsyncClient

architect_py/async_client.py

@@ -44,7 +44,7 @@ from architect_py.grpc.orderflow import OrderflowChannel
 from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT, resolve_endpoint
 from architect_py.utils.nearest_tick import TickRoundMethod
 from architect_py.utils.orderbook import update_orderbook_side
-from architect_py.utils.pandas import candles_to_dataframe
+from architect_py.utils.pandas import candles_to_dataframe, tickers_to_dataframe
 from architect_py.utils.price_bands import price_band_pairs
 from architect_py.utils.symbol_parsing import nominative_expiration
 
@@ -890,6 +890,37 @@ class AsyncClient:
         res: Ticker = await grpc_client.unary_unary(req)
         return res
 
+    async def get_tickers(
+        self,
+        *,
+        venue: Venue,
+        symbols: Optional[Sequence[TradableProduct | str]] = None,
+        include_options: bool = False,
+        sort_by: Optional[SortTickersBy | str] = None,
+        offset: Optional[int] = None,
+        limit: Optional[int] = None,
+        as_dataframe: bool = False,
+    ) -> Union[Sequence[Ticker], pd.DataFrame]:
+        """
+        Gets the tickers for a list of symbols.
+        """
+        grpc_client = await self.marketdata(venue)
+        sort_by = SortTickersBy(sort_by) if sort_by else None
+        symbols = [str(symbol) for symbol in symbols] if symbols else None
+        req = TickersRequest.new(
+            offset=offset,
+            include_options=include_options,
+            sort_by=sort_by,
+            limit=limit,
+            symbols=symbols,
+            venue=venue,
+        )
+        res: TickersResponse = await grpc_client.unary_unary(req)
+        if as_dataframe:
+            return tickers_to_dataframe(res.tickers)
+        else:
+            return res.tickers
+
     async def stream_l1_book_snapshots(
         self,
         symbols: Sequence[TradableProduct | str],
@@ -1151,6 +1182,27 @@ class AsyncClient:
         res = await grpc_client.unary_unary(req)
         return res
 
+    async def get_positions(
+        self,
+        accounts: Optional[list[str]] = None,
+        trader: Optional[str] = None,
+    ) -> dict[str, Decimal]:
+        """
+        Get positions for the specified symbols.
+
+        Args:
+            symbols: list of symbol strings
+        """
+        account_summaries = await self.get_account_summaries(
+            accounts=accounts, trader=trader
+        )
+        positions: dict[str, Decimal] = {}
+        for summary in account_summaries:
+            for symbol, summary in summary.positions.items():
+                for pos in summary:
+                    positions[symbol] = positions.get(symbol, Decimal(0)) + pos.quantity
+        return positions
+
     async def get_account_summaries(
         self,
         accounts: Optional[list[str]] = None,
@@ -1531,7 +1583,7 @@ class AsyncClient:
         execution_venue: Optional[str] = None,
         dir: OrderDir,
         quantity: Decimal,
-        limit_price: Decimal,
+        limit_price: Optional[Decimal] = None,
         order_type: OrderType = OrderType.LIMIT,
         time_in_force: TimeInForce = TimeInForce.DAY,
         price_round_method: Optional[TickRoundMethod] = None,
@@ -1563,7 +1615,7 @@ class AsyncClient:
                 While technically optional, for most order types, the account is required
             trader: the trader to send the order for, defaults to the user's trader
                 for when sending order for another user, not relevant for vast majority of users
-            post_only: whether the order should be post only, not supported by all exchanges
+            post_only: whether the order should be post only, NOT SUPPORTED BY ALL EXCHANGES (e.g. CME)
             trigger_price: the trigger price for the order, only relevant for stop / take_profit orders
             stop_loss_price: the stop loss price for a bracket order.
             profit_price: the take profit price for a bracket order.
@@ -1576,14 +1628,7 @@ class AsyncClient:
         grpc_client = await self.core()
         assert quantity > 0, "quantity must be positive"
 
-        if dir is None:
-            if "odir" in kwargs and isinstance(kwargs["odir"], OrderDir):
-                logging.warning("odir is deprecated, use dir instead")
-                dir = kwargs["odir"]
-            else:
-                raise ValueError("dir is required")
-
-        if price_round_method is not None:
+        if limit_price is not None and price_round_method is not None:
             if execution_venue is None:
                 product_info = await self.get_product_info(symbol)
                 if product_info is None:

architect_py/client.pyi

@@ -14,7 +14,7 @@ from architect_py.grpc.orderflow import OrderflowChannel as OrderflowChannel
 from architect_py.grpc.resolve_endpoint import PAPER_GRPC_PORT as PAPER_GRPC_PORT, resolve_endpoint as resolve_endpoint
 from architect_py.utils.nearest_tick import TickRoundMethod as TickRoundMethod
 from architect_py.utils.orderbook import update_orderbook_side as update_orderbook_side
-from architect_py.utils.pandas import candles_to_dataframe as candles_to_dataframe
+from architect_py.utils.pandas import candles_to_dataframe as candles_to_dataframe, tickers_to_dataframe as tickers_to_dataframe
 from architect_py.utils.price_bands import price_band_pairs as price_band_pairs
 from architect_py.utils.symbol_parsing import nominative_expiration as nominative_expiration
 from datetime import date, datetime
@@ -353,6 +353,10 @@ class Client:
         """
         Gets the ticker for a symbol.
         """
+    def get_tickers(self, *, venue: Venue, symbols: Sequence[TradableProduct | str] | None = None, include_options: bool = False, sort_by: SortTickersBy | str | None = None, offset: int | None = None, limit: int | None = None, as_dataframe: bool = False) -> Sequence[Ticker] | pd.DataFrame:
+        """
+        Gets the tickers for a list of symbols.
+        """
     def list_accounts(self) -> list[AccountWithPermissions]:
         """
         List accounts for the user that the API key belongs to.
@@ -370,6 +374,13 @@ class Client:
             account: account uuid or name
                 Examples: "00000000-0000-0000-0000-000000000000", "STONEX:000000/JDoe"
         '''
+    def get_positions(self, accounts: list[str] | None = None, trader: str | None = None) -> dict[str, Decimal]:
+        """
+        Get positions for the specified symbols.
+
+        Args:
+            symbols: list of symbol strings
+        """
     def get_account_summaries(self, accounts: list[str] | None = None, trader: str | None = None) -> list[AccountSummary]:
         """
         Get account summaries for accounts matching the filters.
@@ -489,7 +500,7 @@ class Client:
                 trigger_price=trigger_price,
             )
         """
-    def place_order(self, *, id: OrderId | None = None, symbol: TradableProduct | str, execution_venue: str | None = None, dir: OrderDir, quantity: Decimal, limit_price: Decimal, order_type: OrderType = ..., time_in_force: TimeInForce = ..., price_round_method: TickRoundMethod | None = None, account: str | None = None, trader: str | None = None, post_only: bool | None = None, trigger_price: Decimal | None = None, stop_loss: TriggerLimitOrderType | None = None, take_profit_price: Decimal | None = None, **kwargs: Any) -> Order:
+    def place_order(self, *, id: OrderId | None = None, symbol: TradableProduct | str, execution_venue: str | None = None, dir: OrderDir, quantity: Decimal, limit_price: Decimal | None = None, order_type: OrderType = ..., time_in_force: TimeInForce = ..., price_round_method: TickRoundMethod | None = None, account: str | None = None, trader: str | None = None, post_only: bool | None = None, trigger_price: Decimal | None = None, stop_loss: TriggerLimitOrderType | None = None, take_profit_price: Decimal | None = None, **kwargs: Any) -> Order:
         '''
         Sends a regular order.
 
@@ -510,7 +521,7 @@ class Client:
                 While technically optional, for most order types, the account is required
             trader: the trader to send the order for, defaults to the user\'s trader
                 for when sending order for another user, not relevant for vast majority of users
-            post_only: whether the order should be post only, not supported by all exchanges
+            post_only: whether the order should be post only, NOT SUPPORTED BY ALL EXCHANGES (e.g. CME)
             trigger_price: the trigger price for the order, only relevant for stop / take_profit orders
             stop_loss_price: the stop loss price for a bracket order.
             profit_price: the take profit price for a bracket order.

architect_py/grpc/models/Core/ConfigResponse.py

@@ -3,23 +3,28 @@
 
 from __future__ import annotations
 
-from typing import Dict
+from typing import Dict, Optional
 
 from msgspec import Struct
 
 
 class ConfigResponse(Struct, omit_defaults=True):
     marketdata: Dict[str, str]
+    symbology: Optional[str] = None
 
     # Constructor that takes all field titles as arguments for convenience
     @classmethod
     def new(
         cls,
         marketdata: Dict[str, str],
+        symbology: Optional[str] = None,
     ):
         return cls(
             marketdata,
+            symbology,
         )
 
     def __str__(self) -> str:
-        return f"ConfigResponse(marketdata={self.marketdata})"
+        return (
+            f"ConfigResponse(marketdata={self.marketdata},symbology={self.symbology})"
+        )

architect_py/grpc/models/Folio/AccountSummary.py

@@ -15,7 +15,13 @@ from .. import definitions
 class AccountSummary(Struct, omit_defaults=True):
     account: str
     balances: Dict[str, Decimal]
-    positions: Dict[str, List[definitions.AccountPosition]]
+    positions: Annotated[
+        Dict[str, List[definitions.AccountPosition]],
+        Meta(description="map from TradableProduct to a list of AccountPosition"),
+    ]
+    """
+    map from TradableProduct to a list of AccountPosition
+    """
     timestamp: datetime
     cash_excess: Optional[
         Annotated[Optional[Decimal], Meta(description="Cash available to withdraw.")]

architect_py/grpc/models/Marketdata/Candle.py

@@ -136,10 +136,16 @@ class Candle(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/L1BookSnapshot.py

@@ -103,10 +103,16 @@ class L1BookSnapshot(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/L2BookSnapshot.py

@@ -100,8 +100,14 @@ class L2BookSnapshot(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)

architect_py/grpc/models/Marketdata/Liquidation.py

@@ -93,8 +93,14 @@ class Liquidation(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)

architect_py/grpc/models/Marketdata/Ticker.py

@@ -155,10 +155,16 @@ class Ticker(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/Marketdata/Trade.py

@@ -85,10 +85,16 @@ class Trade(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
     @property

architect_py/grpc/models/definitions.py

@@ -422,10 +422,16 @@ class L2BookDiff(Struct, omit_defaults=True):
 
     @property
     def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
         return datetime.fromtimestamp(self.ts, tz=timezone.utc)
 
     @property
     def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
         return datetime.fromtimestamp(self.ts)
 
 
@@ -1854,6 +1860,20 @@ class Fill(Struct, omit_defaults=True):
     def trade_time(self, value: int) -> None:
         self.ts = value
 
+    @property
+    def datetime(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in UTC.
+        """
+        return datetime.fromtimestamp(self.ts, tz=timezone.utc)
+
+    @property
+    def datetime_local(self) -> datetime:
+        """
+        Convenience property to get the timestamp as a datetime object in local time.
+        """
+        return datetime.fromtimestamp(self.ts)
+
     @property
     def execution_venue(self) -> str:
         return self.x

architect_py/tests/test_positions.py

@@ -0,0 +1,173 @@
+import asyncio
+from decimal import Decimal
+
+import pytest
+
+from architect_py.async_client import AsyncClient, OrderDir, OrderType
+
+
+@pytest.mark.asyncio
+@pytest.mark.timeout(10)
+async def test_positions(async_client: AsyncClient):
+    if not async_client.paper_trading:
+        return
+
+    accounts = await async_client.list_accounts()
+
+    assert len(accounts) == 1, (
+        f"Expected exactly one account in paper trading mode, got {len(accounts)}"
+    )
+    account_id = accounts[0].account.id
+    front_ES_future = await async_client.get_front_future("ES CME Futures", "CME")
+    positions = await async_client.get_positions(accounts=[account_id])
+    ES_position = positions.get(front_ES_future)
+
+    # flatten position
+    if ES_position is not None:
+        flatten_direction = OrderDir.SELL if ES_position > Decimal(0) else OrderDir.BUY
+
+        order = await async_client.place_order(
+            symbol=front_ES_future,
+            venue="CME",
+            dir=flatten_direction,
+            quantity=Decimal(value="1"),
+            account=account_id,
+            order_type=OrderType.MARKET,
+        )
+        while True:
+            open_orders = await async_client.get_open_orders(order_ids=[order.id])
+            if not open_orders:
+                break
+            await asyncio.sleep(0.2)
+
+        fills = await async_client.get_fills(order_id=order.id)
+        assert len(fills.fills) == 1, "Expected exactly one fill for the order"
+        assert fills.fills[0].dir == flatten_direction, (
+            "Fill direction does not match order direction"
+        )
+
+    # go long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(5), (
+        f"Expected position in {front_ES_future} to be 5, got {positions.get(front_ES_future)}"
+    )
+
+    # go long to flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="8"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(8), (
+        f"Expected position in {front_ES_future} to be 8, got {positions.get(front_ES_future)}"
+    )
+
+    # go long to short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="10"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-2), (
+        f"Expected position in {front_ES_future} to be -2, got {positions.get(front_ES_future)}"
+    )
+
+    # go flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="2"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-5), (
+        f"Expected position in {front_ES_future} to be -5, got {positions.get(front_ES_future)}"
+    )
+
+    # go short to flat
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) is None, (
+        f"Expected position in {front_ES_future} to be 0, got {positions.get(front_ES_future)}"
+    )
+
+    # go short
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.SELL,
+        quantity=Decimal(value="5"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(-5), (
+        f"Expected position in {front_ES_future} to be -5, got {positions.get(front_ES_future)}"
+    )
+
+    # go short to long
+    order = await async_client.place_order(
+        symbol=front_ES_future,
+        venue="CME",
+        dir=OrderDir.BUY,
+        quantity=Decimal(value="10"),
+        account=account_id,
+        order_type=OrderType.MARKET,
+    )
+    positions = await async_client.get_positions(accounts=[account_id])
+    assert positions.get(front_ES_future) == Decimal(5), (
+        f"Expected position in {front_ES_future} to be 5, got {positions.get(front_ES_future)}"
+    )

architect_py/tests/test_rounding.py

@@ -1,41 +1,41 @@
-# from decimal import Decimal
+from decimal import Decimal
 
-# from architect_py.utils.nearest_tick import TickRoundMethod
+from architect_py.utils.nearest_tick import TickRoundMethod
 
 
-# def test_rounding():
-#     # Example usage
-#     value = Decimal("123.454")
-#     tick_size = Decimal("0.01")
+def _test_rounding():
+    # Example usage
+    value = Decimal("123.454")
+    tick_size = Decimal("0.01")
 
-#     rounded_value = TickRoundMethod.ROUND(value, tick_size=tick_size)
-#     assert rounded_value == Decimal("123.45")
+    rounded_value = TickRoundMethod.ROUND(value, tick_size=tick_size)
+    assert rounded_value == Decimal("123.45")
 
-#     rounded_ceil = TickRoundMethod.CEIL(value, tick_size)
-#     assert rounded_ceil == Decimal("123.46")
+    rounded_ceil = TickRoundMethod.CEIL(value, tick_size)
+    assert rounded_ceil == Decimal("123.46")
 
-#     rounded_floor = TickRoundMethod.FLOOR(value, tick_size)
-#     assert rounded_floor == Decimal("123.45")
+    rounded_floor = TickRoundMethod.FLOOR(value, tick_size)
+    assert rounded_floor == Decimal("123.45")
 
-#     rounded_floor = TickRoundMethod.FLOOR(Decimal("123.459"), tick_size)
-#     assert rounded_floor == Decimal("123.45")
+    rounded_floor = TickRoundMethod.FLOOR(Decimal("123.459"), tick_size)
+    assert rounded_floor == Decimal("123.45")
 
-#     rounded_toward_zero_pos = TickRoundMethod.TOWARD_ZERO(value, tick_size)
-#     assert rounded_toward_zero_pos == Decimal("123.45")
+    rounded_toward_zero_pos = TickRoundMethod.TOWARD_ZERO(value, tick_size)
+    assert rounded_toward_zero_pos == Decimal("123.45")
 
-#     value_negative = Decimal("-123.456")
-#     rounded_toward_zero_neg = TickRoundMethod.TOWARD_ZERO(value_negative, tick_size)
-#     assert rounded_toward_zero_neg == Decimal("-123.45")
+    value_negative = Decimal("-123.456")
+    rounded_toward_zero_neg = TickRoundMethod.TOWARD_ZERO(value_negative, tick_size)
+    assert rounded_toward_zero_neg == Decimal("-123.45")
 
-#     rounded_away_from_zero_pos = TickRoundMethod.AWAY_FROM_ZERO(value, tick_size)
-#     assert rounded_away_from_zero_pos == Decimal("123.46")
+    rounded_away_from_zero_pos = TickRoundMethod.AWAY_FROM_ZERO(value, tick_size)
+    assert rounded_away_from_zero_pos == Decimal("123.46")
 
-#     rounded_away_from_zero_neg = TickRoundMethod.AWAY_FROM_ZERO(
-#         value_negative, tick_size
-#     )
-#     assert rounded_away_from_zero_neg == Decimal("-123.46")
+    rounded_away_from_zero_neg = TickRoundMethod.AWAY_FROM_ZERO(
+        value_negative, tick_size
+    )
+    assert rounded_away_from_zero_neg == Decimal("-123.46")
 
 
-# if __name__ == "__main__":
-#     test_rounding()
-#     print("rounding.py: All tests passed!")
+if __name__ == "__main__":
+    _test_rounding()
+    print("rounding.py: All tests passed!")

architect_py/utils/pandas.py

@@ -4,7 +4,7 @@ import msgspec
 import pandas as pd
 
 if TYPE_CHECKING:
-    from .. import Candle
+    from .. import Candle, Ticker
 
 CANDLES_FIELD_MAP = {
     "av": "sell_volume",
@@ -43,3 +43,52 @@ def candles_to_dataframe(candles: List["Candle"]) -> pd.DataFrame:
     df.style.hide(["tn", "ts"], axis=1)
     df.set_index("timestamp", inplace=True)
     return df
+
+
+def tickers_to_dataframe(tickers: List["Ticker"]) -> pd.DataFrame:
+    records = msgspec.to_builtins(tickers)
+    df = pd.DataFrame.from_records(records)
+    df.rename(
+        columns={
+            "s": "symbol",
+            "ve": "venue",
+            "ap": "ask_price",
+            "as": "ask_size",
+            "bp": "bid_price",
+            "bs": "bid_size",
+            "dividend": "dividend",
+            "dividend_yield": "dividend_yield",
+            "eps_adj": "eps_adj",
+            "fr": "funding_rate",
+            "ft": "next_funding_time",
+            "h": "high_24h",
+            "ip": "index_price",
+            "isp": "indicative_settlement_price",
+            "l": "low_24h",
+            "market_cap": "market_cap",
+            "mp": "mark_price",
+            "o": "open_24h",
+            "oi": "open_interest",
+            "p": "last_price",
+            "price_to_earnings": "price_to_earnings",
+            "q": "last_size",
+            "sd": "last_settlement_date",
+            "shares_outstanding_weighted_adj": "shares_outstanding_weighted_adj",
+            "sp": "last_settlement_price",
+            "v": "volume_24h",
+            "vm": "volume_30d",
+            "xh": "session_high",
+            "xl": "session_low",
+            "xo": "session_open",
+            "xv": "session_volume",
+        },
+        inplace=True,
+    )
+    df["timestamp"] = pd.to_datetime(
+        df["ts"] * 1_000_000_000 + df["tn"],
+        unit="ns",
+        utc=True,
+    )
+    df.style.hide(["tn", "ts"], axis=1)
+    df.set_index("symbol", inplace=True)
+    return df

{architect_py-5.1.4rc1.dist-info → architect_py-5.1.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: architect-py
-Version: 5.1.4rc1
+Version: 5.1.5
 Summary: Python SDK for the Architect trading platform and brokerage.
 Author-email: "Architect Financial Technologies, Inc." <hello@architect.co>
 License-Expression: Apache-2.0

{architect_py-5.1.4rc1.dist-info → architect_py-5.1.5.dist-info}/RECORD

@@ -1,7 +1,7 @@
-architect_py/__init__.py,sha256=0Uioyr5yLNKBcAFs-5GM69vfhriy3dEgTc4CvWXpNQU,16669
-architect_py/async_client.py,sha256=u6NKAi2XEn6FgVbrVhbTRAS-k01KG0CymH336Vaj5F8,64255
+architect_py/__init__.py,sha256=jrffx1fAChnV8djCoFdEmsTwyHTCkw0_P3RvSimjcx8,16666
+architect_py/async_client.py,sha256=jU_P4McMXGsKhUIov0CEXG27qi4SdfIVZkU3uFc-md8,65827
 architect_py/client.py,sha256=y8w17ZLo_Y2-knH-46qqVGlSJyQHB9qwOPodI9pzN-Q,5192
-architect_py/client.pyi,sha256=AAcbKshjX9CA1PSRTdd0wNWHYhxqGMZWVHR2q2T_9WQ,25434
+architect_py/client.pyi,sha256=w8yM9u2TQvm12DHoEunq0CKTQ0EVOqrkh_iuNMf1Dk8,26113
 architect_py/common_types/__init__.py,sha256=fzOdIlKGWVN9V2Onc5z1v2bpvtZ4H9RSFA9ymJcBi3k,197
 architect_py/common_types/order_dir.py,sha256=ebyWTcXzJWrotkc2D9wNGc6JXbE5I3NLLuAz3I7FTZ8,2191
 architect_py/common_types/time_in_force.py,sha256=gEDYcNp014Eeb98zJDytiV0hGxHu_QsQndeM6Hk0Wa8,3132
@@ -29,7 +29,7 @@ architect_py/grpc/resolve_endpoint.py,sha256=r_PBWANIJJ47N5uyPcnefZ21ZE1-mzgACfC
 architect_py/grpc/server.py,sha256=Abmdfe1eYbctVgzoJYBBBLpd7UD70FbYQLtJImSyRzs,1934
 architect_py/grpc/utils.py,sha256=5sykLExUNZbcQHcxLCCM9DdOOiJJZcpputGrDtaMifY,667
 architect_py/grpc/models/__init__.py,sha256=DVsP-OURNPSlFKWxQGShF7ytvOUJc2_fQ-ng5kOh1X8,9366
-architect_py/grpc/models/definitions.py,sha256=abSEQX32IinuM7ZQnhC6USBWAy-JU8-JgajtYSQx1EA,82191
+architect_py/grpc/models/definitions.py,sha256=fWVidMJ4pEzP7Z6bLhyYlSYxGttfH40Vgki1P9b47ow,82836
 architect_py/grpc/models/Accounts/AccountsRequest.py,sha256=1a88cltSebOb53EdJ0hKEGR7FlmBiibrCtGzLTKqDBY,1524
 architect_py/grpc/models/Accounts/AccountsResponse.py,sha256=DlXbkd3UbRybblBAfokw-K6nRvLNZgqz7cc0EKiW1zI,636
 architect_py/grpc/models/Accounts/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
@@ -64,7 +64,7 @@ architect_py/grpc/models/Boss/WithdrawalsRequest.py,sha256=876d2gsGbSTPZ74wCoe0n
 architect_py/grpc/models/Boss/WithdrawalsResponse.py,sha256=th6r28rjNBUuMBs95lwf9pxaxFtrwKJ_VAq7egwMVM8,632
 architect_py/grpc/models/Boss/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Core/ConfigRequest.py,sha256=9taH97J4b-_Co7d-o_zHOPg_vckc_InvnADXYpd_MlM,809
-architect_py/grpc/models/Core/ConfigResponse.py,sha256=pQimTNwdE-FL2Z1Pq6_YRPmagt-ZgJoub9P1lpj0gVk,556
+architect_py/grpc/models/Core/ConfigResponse.py,sha256=fjOEuwTyawepSaVGfLXqhmo_1ssDsDbyYkxje_SwBlU,717
 architect_py/grpc/models/Core/RestartCptyRequest.py,sha256=Hl_uSGkMFE9yPonClcNE24neeib8LP3fHH6UwpI_WSQ,916
 architect_py/grpc/models/Core/RestartCptyResponse.py,sha256=aCyJfucfFGHieGURjEejeT9HPoaKJ2xCGPVqw5pcCJs,427
 architect_py/grpc/models/Core/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
@@ -79,7 +79,7 @@ architect_py/grpc/models/Folio/AccountHistoryRequest.py,sha256=62zM93rALjckq8y5s
 architect_py/grpc/models/Folio/AccountHistoryResponse.py,sha256=3CUKPrqbUpH1MRYFZi2Q4dfN-nzcM6OxM_FA5pA_OyQ,622
 architect_py/grpc/models/Folio/AccountSummariesRequest.py,sha256=epYjLFc1cMblp04li_WSCIcl4bFJEjDedJNO9D2x1bg,1595
 architect_py/grpc/models/Folio/AccountSummariesResponse.py,sha256=YoJddUl0TB1pkoI7C_avt94RSL9ZCf2u8_kOYpewRGI,678
-architect_py/grpc/models/Folio/AccountSummary.py,sha256=MtIzJ4v78gD1jZPoa4ooV6H3sctfOf1FV2vgiUiXDp4,3633
+architect_py/grpc/models/Folio/AccountSummary.py,sha256=2upTyjDCpkxIXZ40DjUmZFaBBnmIbhF1htijOoCc2D4,3816
 architect_py/grpc/models/Folio/AccountSummaryRequest.py,sha256=qu9f-liMEOqxq8LM2h9EosCj2vtTJwduUKjiwYO8GTo,1002
 architect_py/grpc/models/Folio/HistoricalFillsRequest.py,sha256=ybd6vIO1xkiovUW9Q-Pl4K21kfmFX8uMOoE7LZqsOLU,2241
 architect_py/grpc/models/Folio/HistoricalFillsResponse.py,sha256=MmHFvt-FuLgw93fHN8lfcyMsG2qHys1gUD0gq0QZGyM,775
@@ -90,16 +90,16 @@ architect_py/grpc/models/Health/HealthCheckRequest.py,sha256=uKxA8HbItw-MF-LfHk7
 architect_py/grpc/models/Health/HealthCheckResponse.py,sha256=0yh75XgiyrJdNet4xx5_u7gyW6Qx8fwTPO9h6E_HVWU,755
 architect_py/grpc/models/Health/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Marketdata/ArrayOfL1BookSnapshot.py,sha256=Os13kKncZgwoCqrorTspvcj8EO7u4Xr3fNQV8mWONFM,329
-architect_py/grpc/models/Marketdata/Candle.py,sha256=VDGh7cDiDhu91dAxARLMJkE2CqJvOLL4m1Z8u-cK9KE,8259
+architect_py/grpc/models/Marketdata/Candle.py,sha256=GIidzpVm9CwxbkIS3cJiRB_WaWQ3vwoGr_g6dSaDl9I,8472
 architect_py/grpc/models/Marketdata/HistoricalCandlesRequest.py,sha256=uJvsHOn2gXD9w4ybk1iXu4Z1LJ4g5g89y_DIwAMUChY,1587
 architect_py/grpc/models/Marketdata/HistoricalCandlesResponse.py,sha256=_LGtTw6dVMtF0U6N7l68IbxDDMcooOEW7YsJaoLtniY,604
-architect_py/grpc/models/Marketdata/L1BookSnapshot.py,sha256=T4dNmwvAPy0XZ-yZIufhNi4Zyhx8uT1--XPHsX6KvvI,3661
+architect_py/grpc/models/Marketdata/L1BookSnapshot.py,sha256=tM-2KEhy3M8hxwfDpPLDmNYIh_cfblWZkRVk_A1k6Ww,3874
 architect_py/grpc/models/Marketdata/L1BookSnapshotRequest.py,sha256=9TxfqAivsmZgmIuIemmX6A9bTvMvVU6rWYDGi86gZZg,1072
 architect_py/grpc/models/Marketdata/L1BookSnapshotsRequest.py,sha256=TFGnuPfTcHMSO849WnEPj1a52RsVReAEWqQ9Fb3La1g,1189
-architect_py/grpc/models/Marketdata/L2BookSnapshot.py,sha256=MEyDSZ6LfAtyujGLRZ6pts5o7UNIp8A9_kqV6K7Y-k8,2572
+architect_py/grpc/models/Marketdata/L2BookSnapshot.py,sha256=bvJJPfXMhS68J8M2U6Yb-yvLJuCLy_dUF_viG0udBWM,2785
 architect_py/grpc/models/Marketdata/L2BookSnapshotRequest.py,sha256=9qRKbwY2KLtW2F-40XOvRfT73kVPTymL0Q3JCR2EbtU,1072
 architect_py/grpc/models/Marketdata/L2BookUpdate.py,sha256=i-kWdJZvAoYEI280TfC3sTH46VIpMoj8N2UxWAkTDLs,2602
-architect_py/grpc/models/Marketdata/Liquidation.py,sha256=cLKfosZl0gdVuL3qoFuJ32UB7Xjk9vVhOxsoc_QNLEw,2420
+architect_py/grpc/models/Marketdata/Liquidation.py,sha256=QFco-zA3xUKstAbFkJ4qn_uluQ8XK6yDApvQULsSl3Y,2633
 architect_py/grpc/models/Marketdata/MarketStatus.py,sha256=4Kt2z16t7dpjpiELWshJyyH1b-D07YdQchjGMvZkSRM,977
 architect_py/grpc/models/Marketdata/MarketStatusRequest.py,sha256=ajyI4UlvFusyM0743dukT4KFZTlp9iUh0lTGWl6n7nw,1056
 architect_py/grpc/models/Marketdata/SubscribeCandlesRequest.py,sha256=ck5pQx54uymlpR-jxFpxcW0LPDLU7R8GvqLqF-7GmoU,1508
@@ -110,12 +110,12 @@ architect_py/grpc/models/Marketdata/SubscribeLiquidationsRequest.py,sha256=6BhC4
 architect_py/grpc/models/Marketdata/SubscribeManyCandlesRequest.py,sha256=pel2GGysDsJXjPY7rkyqqyGS3MPl13YezJS7apihiFc,1512
 architect_py/grpc/models/Marketdata/SubscribeTickersRequest.py,sha256=7g2LBAYd97OJ9FrxpUvZKO7hSMng-K4KfnsN08O4XSM,1437
 architect_py/grpc/models/Marketdata/SubscribeTradesRequest.py,sha256=7P8FyNx6wijNUBGry0vaMhaEKuG1ik8kTibJBvdol2k,1299
-architect_py/grpc/models/Marketdata/Ticker.py,sha256=O4kJK1RyThYgfpvIr9mgRWAAkYgwwAKgOhEhbfDo9b4,11592
+architect_py/grpc/models/Marketdata/Ticker.py,sha256=ti8Z3HEePBGk66DUwgZjKMpBhHrimT_Rv4VYaC7f3rs,11805
 architect_py/grpc/models/Marketdata/TickerRequest.py,sha256=Ay--5JKgCfdvlVWD2H6YSa_66NC3Dt6c-XK8JkbWhus,1008
 architect_py/grpc/models/Marketdata/TickerUpdate.py,sha256=sJ4wvCeGckMV30HwAcAsEMQbCzjN31OxF19q70jdxok,437
 architect_py/grpc/models/Marketdata/TickersRequest.py,sha256=x6UlQdAisnXgs3vbghQY3nuiFccSU3ueU0YJVAKaKUs,2359
 architect_py/grpc/models/Marketdata/TickersResponse.py,sha256=CLzKx-ItwH9-Qq8YruFhXh7TmtHwzNRMEOPJ9LQD9co,574
-architect_py/grpc/models/Marketdata/Trade.py,sha256=RKZq_HUDLxIE41caDrwf99V0c48kH2pm3XRCn5RLcEQ,2476
+architect_py/grpc/models/Marketdata/Trade.py,sha256=NZ-pM4MUNzQvq5RwYOS0_xgmDI17AxdM4t8NKdPnGu8,2689
 architect_py/grpc/models/Marketdata/__init__.py,sha256=sIyaEvJdP-VmGTGPPqZuRjKn4bc7NUClJ76Gd5uq-5s,57
 architect_py/grpc/models/Oms/Cancel.py,sha256=P550abgbBqVbC3UE7YaOaEytF__DsTYWsepNvkHaAQE,2357
 architect_py/grpc/models/Oms/CancelAllOrdersRequest.py,sha256=oCRbluj6nyoDCHQszPDRIBt4ygFyO7QHZhCf8T8-fYM,1474
@@ -166,16 +166,17 @@ architect_py/tests/test_marketdata.py,sha256=W26OrL51ONAclBjBcm7trS1QPXtLLjdgnsb
 architect_py/tests/test_order_entry.py,sha256=5HDjzNJOC7lSx4driP4mDJr9HuR2cFTwO8s1haGXl9E,1284
 architect_py/tests/test_orderflow.py,sha256=b4iohhs7YUoJMevlUfLQyIoVqjam7pl0BPs0dSfZhqM,3951
 architect_py/tests/test_portfolio_management.py,sha256=Q4pburTDJ53hrq2_aRbNAOG3nwbCEsgZQGbI_AMHLxE,709
-architect_py/tests/test_rounding.py,sha256=cAQ1-tWOVgxENt0Fzs9YcFDdDDYmCtOHvAA_w76wy9g,1417
+architect_py/tests/test_positions.py,sha256=zVO6qmYVn7heQt2C17deYUUCAmJ-u6cnekTmqKm8Vh0,5925
+architect_py/tests/test_rounding.py,sha256=qjuPIdX6TbfPtfrzotZx6-Aodf4et7j3AswgQ7DQtm4,1363
 architect_py/tests/test_symbology.py,sha256=74fbUgoycuViMHHnurE2Dnfao75wWu_cmQMyU5XQcdY,3436
 architect_py/tests/test_sync_client.py,sha256=teaHrp-CMpKIDsGPdnyxvmuW_a3hgFftnsnPsFHz9Tw,946
 architect_py/utils/nearest_tick.py,sha256=i1cCGMSi-sP4Grbp0RCwEsoLzMWN9iC6gPMBm2daDWM,4810
 architect_py/utils/nearest_tick_2.py,sha256=f-o6b73Mo8epCIaOYBS9F0k_6UHUDSVG1N_VWg7iFBU,3641
 architect_py/utils/orderbook.py,sha256=JM02NhHbmK3sNaS2Ara8FBY4TvKvtMIzJW1oVd8KC3s,1004
-architect_py/utils/pandas.py,sha256=QHz2ynj4T92FobuzRaNoH3ypArHoSDCiGtZ3PVXJ2vo,1017
+architect_py/utils/pandas.py,sha256=Jyiimf6Y5FbTLotUhSIgOnRHMGz7ZvAqNSCHEwZ9eQU,2599
 architect_py/utils/price_bands.py,sha256=j7ioSA3dx025CD5E2Vg7XQvmjPvxQb-gzQBfQTovpTw,21874
 architect_py/utils/symbol_parsing.py,sha256=OjJzk2c6QU2s0aJMSyVEzlWD5Vy-RlakJVW7jNHVDJk,845
-architect_py-5.1.4rc1.dist-info/licenses/LICENSE,sha256=6P0_5gYN8iPWPZeqA9nxiO3tRQmcSA1ijAVR7C8j1SI,11362
+architect_py-5.1.5.dist-info/licenses/LICENSE,sha256=6P0_5gYN8iPWPZeqA9nxiO3tRQmcSA1ijAVR7C8j1SI,11362
 examples/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 examples/book_subscription.py,sha256=1WFQN_QCE8cRS_CIv2k0NxqpK37fA9-Ja2Kfxs8vsb8,1461
 examples/candles.py,sha256=T71TsxbfXCT6mrJZmTgdTKesJFdQhYP_4AsiNK-8KyQ,756
@@ -199,7 +200,7 @@ scripts/preprocess_grpc_schema.py,sha256=p9LdoMZzixBSsVx7Dy3_8uJzOy_QwCoVMkAABQK
 scripts/prune_graphql_schema.py,sha256=hmfw5FD_iKGKMFkq6H1neZiXXtljFFrOwi2fiusTWE4,6210
 templates/exceptions.py,sha256=tIHbiO5Q114h9nPwJXsgHvW_bERLwxuNp9Oj41p6t3A,2379
 templates/juniper_base_client.py,sha256=B8QF4IFSwqBK5UY2aFPbSdYnX9bcwnlxLK4ojPRaW0E,12705
-architect_py-5.1.4rc1.dist-info/METADATA,sha256=Gd5QTs95v6beJuMU2dT-kJHkEeZWs0jmpd-i8Q4-3dk,2641
-architect_py-5.1.4rc1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-architect_py-5.1.4rc1.dist-info/top_level.txt,sha256=UjtO97OACFQ9z5MzS-X2wBlt5Ovk1vxakQPKfokI454,40
-architect_py-5.1.4rc1.dist-info/RECORD,,
+architect_py-5.1.5.dist-info/METADATA,sha256=mUUxF_AZbqF0dHqRcn1mivlye9rkUi1KMogf-Qqw9jQ,2638
+architect_py-5.1.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+architect_py-5.1.5.dist-info/top_level.txt,sha256=UjtO97OACFQ9z5MzS-X2wBlt5Ovk1vxakQPKfokI454,40
+architect_py-5.1.5.dist-info/RECORD,,